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~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~subject:"ARCH model"
~subject:"Bayes-Statistik"
~subject:"Estimation theory"
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ARCH model
Bayes-Statistik
Estimation theory
Kointegration
Portfolio-Management
Regressionsanalyse
Theorie
3,735
Theory
3,735
Time series analysis
515
Zeitreihenanalyse
515
Estimation
511
Schätzung
511
Schätztheorie
420
Volatility
302
Volatilität
301
Forecasting model
295
Prognoseverfahren
295
Capital income
221
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221
United States
218
USA
217
Portfolio selection
211
Börsenkurs
195
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195
Nichtparametrisches Verfahren
180
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180
Geldpolitik
171
Monetary policy
171
Stochastic process
171
Stochastischer Prozess
171
CAPM
158
Regression analysis
155
Statistical test
146
Statistischer Test
146
ARCH-Modell
140
Deutschland
138
Risiko
138
Risk
138
Bayesian inference
137
Germany
137
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136
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1,118
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5
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1,117
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1,117
Collection of articles of several authors
10
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10
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1,123
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Phillips, Peter C. B.
15
Gouriéroux, Christian
9
Koop, Gary
9
Swanson, Norman R.
9
Lee, Lung-fei
8
Linton, Oliver
8
Lütkepohl, Helmut
8
Chib, Siddhartha
7
Granger, C. W. J.
7
Li, Qi
7
Sentana, Enrique
7
Baillie, Richard
6
Chen, Songnian
6
Corradi, Valentina
6
Kohn, Robert
6
Robinson, Peter M.
6
Saikkonen, Pentti
6
Bai, Jushan
5
Baltagi, Badi H.
5
Diebold, Francis X.
5
Gallant, A. Ronald
5
Galvão Júnior, Antônio Fialho
5
Herwartz, Helmut
5
Johansen, Søren
5
King, Maxwell L.
5
Maheu, John M.
5
Ng, Serena
5
Ohtani, Kazuhiro
5
Park, Joon Y.
5
Prigent, Jean-Luc
5
Xiao, Zhijie
5
Yao, Haixiang
5
Andrews, Donald W. K.
4
Aït-Sahalia, Yacine
4
Billio, Monica
4
Casarin, Roberto
4
Davidson, James E. H.
4
Gonzalo, Jesús
4
Hallin, Marc
4
Härdle, Wolfgang
4
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HFDF <1, 1995, Zürich>
1
HFDF <2, 1998, Zürich>
1
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Economic modelling
Journal of econometrics
Journal of empirical finance
Economics letters
634
Econometric theory
396
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
371
European journal of operational research : EJOR
360
Insurance / Mathematics & economics
332
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
329
Working paper / National Bureau of Economic Research, Inc.
322
Journal of banking & finance
304
NBER working paper series
300
Journal of economic dynamics & control
272
Discussion paper / Tinbergen Institute
271
Econometric reviews
270
Applied economics
252
NBER Working Paper
244
Finance research letters
237
Journal of applied econometrics
227
International journal of forecasting
200
Série des documents de travail / Centre de Recherche en Économie et Statistique
194
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
181
Working paper
168
Journal of forecasting
166
Mathematical finance : an international journal of mathematics, statistics and financial theory
165
Discussion paper / Centre for Economic Policy Research
162
International journal of theoretical and applied finance
162
Finance and stochastics
159
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
157
Quantitative finance
153
Journal of quantitative economics : official journal of the Indian Econometric Society
151
Oxford bulletin of economics and statistics
150
The review of economics and statistics
150
CESifo working papers
149
Risks : open access journal
149
Management science : journal of the Institute for Operations Research and the Management Sciences
144
Discussion paper / Center for Economic Research, Tilburg University
142
Applied economics letters
141
Research paper series / Swiss Finance Institute
141
Discussion paper
140
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ECONIS (ZBW)
1,123
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1
A simplification of the Kopp-Diewert method of decomposing cost
efficiency
and some implications
Mensah, Yaw M.
- In:
Journal of econometrics
60
(
1994
)
1
,
pp. 133-144
Persistent link: https://www.econbiz.de/10001152379
Saved in:
2
Time-varying
efficiency
in food and energy markets : evidence and implications
Jebabli, Ikram
;
Roubaud, David
- In:
Economic modelling
70
(
2018
),
pp. 97-114
Persistent link: https://www.econbiz.de/10012027818
Saved in:
3
Accounting for technology heterogeneity in the measurement of persistent and transient inefficiency
Skevas, Ioannis
- In:
Economic modelling
137
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014549231
Saved in:
4
On loss functions and ranking forecasting performances of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10009719647
Saved in:
5
Modelling of scale change, periodicity and conditional heteroskedasticity in return volatility
Feng, Yuanhua
;
McNeil, Alexander J.
- In:
Economic modelling
25
(
2008
)
5
,
pp. 850-867
Persistent link: https://www.econbiz.de/10003800096
Saved in:
6
The asymptotic null distribution of the Box-Pierce q-statistic for random variables with infinite variance : an application to German stock returns
Runde, Ralf
- In:
Journal of econometrics
78
(
1997
)
2
,
pp. 205-216
Persistent link: https://www.econbiz.de/10001219989
Saved in:
7
Unit roots and long-run causality : investigating the relationship between output, money and interest rates
Caporale, Guglielmo Maria
- In:
Economic modelling
15
(
1998
)
1
,
pp. 91-112
Persistent link: https://www.econbiz.de/10001247848
Saved in:
8
Impulse response analysis in infinite order cointegrated vector autoregressive processes
Lütkepohl, Helmut
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 127-157
Persistent link: https://www.econbiz.de/10001336799
Saved in:
9
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of empirical finance
8
(
2001
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001568288
Saved in:
10
Value at risk forecasts by extreme value models in a conditional duration framework
Herrera, Rodrigo
;
Schipp, Bernhard
- In:
Journal of empirical finance
23
(
2013
),
pp. 33-47
Persistent link: https://www.econbiz.de/10010221789
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